An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values
Author:
Affiliation:
1. a Department of Accounting and Finance , University of Wisconsin-Eau Claire , 105 Garfield Ave., Eau Claire, 54701 , USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603107.2012.684787
Reference27 articles.
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3. Blume, M. E. and Edelen, R. M. (2004) S&P 500 indexers, tracking error, and liquidity,The Journal of Portfolio Management,30, 37–46
4. Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds
5. The early attraction of S&P index funds: is perfect tracking performance an illusion?
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